No-one has mentioned Project X... tore out lots of hair over that one!
Football Glory (or Fussball Total as it was otherwise known) was pretty cool as a Sensi alternative with some nice tweaks... but it was very annoying when it crashed regularly.
Frontier, too - dodgy mechanics/autonavigation when the time-acceleration was on was frustrating, as was being rammed by some stupid pirate just as you're doing really well... and where you haven't saved recently!
(Or on a similar note, did anyone ever save their position upon being encountered by a pirate, only to get blown up instantly... every time the save position is loaded? How about when you saved over your last good save position? Whoops! Grr!)